After the opening fight between the Montagues and Capulets in Act I, Scene 1 Benvolio, a Montague and Romeo's cousin, is talking to Lord and Lady Montague. The subject quickly turns to Romeo when Lady Montague asks if Benvolio has seen her son. She worries that Romeo might have been in the fight. Benvolio tells her that he saw Romeo earlier, before the light of day, in a sycamore grove. Benvolio further reports that Romeo attempted to avoid him and hid among the trees. Lord Montague explains that Romeo has been depressed lately, crying and hiding away in his "chamber," shutting out the light. Lord Montague is perplexed as to why his son is acting so melancholy. He suggests that he could help Romeo if he only knew the cause of his son's sadness. When Romeo comes into the scene Benvolio tells Montague that he will find out Romeo's problem. He says,
See where he comes. So please you, step aside.
I’ll know his grievance or be much denied.
Basically, Benvolio is saying he'll find out what issue (grievance) is bothering Romeo but he'll be very disappointed (much denied) if he cannot discover Romeo's trouble.